-48.6%
NIO vs EPAM
+15.3%
-63.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.9% | +9.8% | +7.2% |
| 7D | +5.6% | +13.4% | -7.8% | +0.2% |
| 30D | -4.2% | +47.1% | -51.3% | -17.0% |
| 3M | -26.3% | +71.2% | -97.5% | -39.7% |
| 6M | -42.5% | +48.9% | -91.5% | -51.8% |
| YTD | -33.5% | -22.2% | -11.3% | -31.6% |
| 1Y | -52.7% | -5.2% | -47.5% | -55.1% |
| 3Y | -57.5% | -34.9% | -22.5% | -56.0% |
| 5Y | -92.0% | -77.4% | -14.6% | -88.4% |
| All | -48.6% | +15.3% | -63.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling